+172.5%
VEA vs JCI
+873.6%
-701.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.9% |
| 7D | +1.9% | +5.1% | -3.3% | -0.5% |
| 30D | +0.8% | -3.8% | +4.6% | +2.5% |
| 3M | +5.7% | +1.9% | +3.8% | +4.2% |
| 6M | +13.3% | +11.2% | +2.1% | +6.7% |
| YTD | +18.4% | +22.9% | -4.5% | +5.9% |
| 1Y | +27.0% | +37.4% | -10.4% | +7.1% |
| 3Y | +79.3% | +167.8% | -88.6% | +5.0% |
| 5Y | +62.1% | +115.0% | -52.9% | +3.1% |
| 10Y | +160.3% | +325.3% | -165.1% | +7.8% |
| All | +172.5% | +873.6% | -701.1% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling